+508.5%
TTD vs PEGA
+97.3%
+411.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.5% |
| 7D | +21.3% | +0.1% | +21.2% | +20.6% |
| 30D | +28.7% | -4.1% | +32.9% | +31.8% |
| 3M | +7.7% | -2.8% | +10.5% | +8.7% |
| 6M | -23.5% | -0.4% | -23.0% | -25.7% |
| YTD | -58.7% | -45.4% | -13.3% | -41.0% |
| 1Y | -63.4% | -42.6% | -20.8% | -49.8% |
| 3Y | -75.3% | +45.4% | -120.7% | -85.7% |
| 5Y | -84.4% | -44.6% | -39.8% | -80.0% |
| All | +508.5% | +97.3% | +411.1% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling